-79.9%
TTD vs AHR
+360.2%
-440.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | -7.4% | -3.0% | -4.4% | -6.9% |
| 30D | +3.0% | +2.6% | +0.4% | +2.5% |
| 3M | -27.6% | +16.0% | -43.6% | -30.1% |
| 6M | -49.5% | +3.1% | -52.6% | -50.0% |
| YTD | -63.2% | +16.0% | -79.2% | -65.0% |
| 1Y | -69.7% | +28.0% | -97.7% | -72.4% |
| All | -79.9% | +360.2% | -440.1% | -91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AHR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling